Title of article
Quadratic variation for Gaussian processes and application to time deformation
Author/Authors
Perrin، نويسنده , , Olivier، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1999
Pages
13
From page
293
To page
305
Abstract
We are interested in the functional convergence in distribution of the process of quadratic variations taken along a regular partition for a large class of Gaussian processes indexed by [0,1], including the standard Wiener process as a particular case. This result is applied to the estimation of a time deformation that makes a non-stationary Gaussian process stationary.
Keywords
Functional convergence in distribution , Estimation , Quadratic variation process
Journal title
Stochastic Processes and their Applications
Serial Year
1999
Journal title
Stochastic Processes and their Applications
Record number
1576487
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